Support Board
Date/Time: Fri, 14 Mar 2025 14:47:30 +0000
Post From: Open Interest Study
| [2024-12-21 23:06:58] |
| Sierra_Chart Engineering - Posts: 18784 |
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Yes: Does it have the same value as CME reported figures at end of day?
However, the Open interest data for a day may not be available until the end of the next day.We do not know. You need to ask the exchange: Also, for composite symbols like a spread, how is open interest calculated between the two legs? What if leg1 is a positive figure and leg2 is a negative?
Logically though a spread will not have any open interest. Only the individual legs do. We think that is how it works.
Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing Date Time Of Last Edit: 2024-12-21 23:21:05
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